Related papers: $q$-Deformed Discrete Whittaker Processes
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…
A recent paper \cite{KMMO} introduced the stochastic U_q(A_n^{(1)}) vertex model. The stochastic S-matrix is related to the R-matrix of the quantum group U_q(A_n^{(1)}) by a gauge transformation. We will show that a certain function…
In this paper all deformations of the general linear group, subject to certain restrictions which in particular ensure a smooth passage to the Lie group limit, are obtained. Representations are given in terms of certains sets of creation…
We describe noncommutative geometric aspects of twisted deformations, in particular of the spheres in Connes and Landi [8] and in Connes and Dubois Violette [7], by using the differential and integral calculus on these spaces that is…
We consider affine Markov processes taking values in convex cones. In particular, we characterize all affine processes taking values in an irreducible symmetric cone in terms of certain L\'evy-Khintchine triplets. This is the complete…
We consider random processes that are history-dependent, in the sense that the distribution of the next step of the process at any time depends upon the entire past history of the process. In general, therefore, the Markov property cannot…
In this paper, we introduce a class of processes that contains many natural examples. The interesting feature of such type processes lays on its infinite memory that allows it to record a quite ancient history. Then, using the martingale…
We introduce the concept of an imprecise Markov semigroup \(\mathbf Q\). It is a tool that allows us to represent ambiguity around both the transition probabilities and the invariant measure of a continuous-time Markov process via a…
The non-Markovianity of the stochastic process called the quantum semi-Markov (QSM) process is studied using a recently proposed quantification of memory based on the deviation from semigroup evolution, that provides a unified description…
For every element w in the Weyl group of a simple Lie algebra g, De Concini, Kac, and Procesi defined a subalgebra U_q^w of the quantized universal enveloping algebra U_q(g). The algebra U_q^w is a deformation of the universal enveloping…
The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…
We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…
Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…
Linear projection schemes like Proper Orthogonal Decomposition can efficiently reduce the dimensions of dynamical systems but are naturally limited, e.g., for convection-dominated problems. Nonlinear approaches have shown to outperform…
We first observe a mysterious similarity between the braid arrangement and the arrangement of all hyperplanes in a vector space over the finite field $\mathbb{F}_q$. These two arrangements are defined by the determinants of the Vandermonde…
We develop a systematic description of Weyl and Fano operators on a lattice phase space. Introducing the so-called ghost variable even on an odd lattice, odd and even lattices can be treated in a symmetric way. The Wigner function is…
The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
The quantum \chi^2-divergence has recently been introduced and applied to quantum channels (quantum Markov processes). In contrast to the classical setting the quantum \chi^2-divergence is not unique but depends on the choice of quantum…